Anic Equity¶

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Total return since start: 0.571 %¶

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Equity now: -----------------------------> 47979.86 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46585.01 Kr¶

PnL: ---------------------------------------> -303.56 Kr¶

DD now: ---------------------------------> -1.337 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 10:12:09.222807'

Anic Portfolio¶

Today¶

Return: 0.224 %¶

This Week¶

Return: -0.37 %¶

Total¶

Return: 57.074 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

volume value profit profitPercent acquiredValue
name
Sampo Oyj SDB 7 3755.50 -94.50 -2.45 3850.000000
Fasadgruppen Group 35 3598.00 -213.00 -5.59 3810.999990
Axfood 13 3628.30 -127.70 -3.4 3756.000001
Nordea Bank Abp 29 3480.58 26.58 0.77 3453.999992
SAAB B 8 3289.60 -87.40 -2.59 3377.000000
Ovzon 52 3036.80 -325.20 -9.67 3361.999992
Beijer Electronics Group 26 3177.20 206.20 6.94 2971.000006
FM Mattsson Mora Group B 50 2950.00 23.00 0.79 2927.000000
HEBA B 70 2821.00 185.00 7.02 2636.000010
OX2 18 1584.00 -80.00 -4.81 1663.999992
Boozt 12 1652.40 -1.60 -0.1 1653.999996
Essity A 4 1154.00 5.00 0.44 1149.000000
HMS Networks 2 715.60 42.60 6.33 673.000000
Vivesto 1368 555.41 -57.59 -9.39 612.999432
International Petroleum Corp. 5 521.50 -73.07 -12.29 594.565215
Midsona B 63 582.75 -0.25 -0.04 582.999984
Creaspac SPAC 6 576.60 -0.40 -0.07 577.000002
Corem Property Group B 59 663.16 86.16 14.93 576.999999
Essity B 2 577.80 3.80 0.66 574.000000
Resurs Holding 22 584.76 10.76 1.87 573.999998
Securitas B 6 569.52 -0.48 -0.08 570.000000
Swedbank A 3 566.70 2.70 0.48 564.000000
Fastighetsbolag. Emilshus Pref 21 572.25 10.25 1.82 562.000005
AcadeMedia 12 561.12 4.12 0.74 557.000004
Handelsbanken A 5 556.75 10.75 1.97 546.000000
Norva24 Group 16 559.68 16.68 3.07 543.000000
Karnov Group 9 539.10 3.10 0.58 536.000004
CTEK 13 520.65 -13.35 -2.5 533.999999
Coor Service Management Hold. 8 544.00 12.00 2.26 532.000000
OEM International B 7 544.60 16.60 3.14 527.999997
Intrum 4 537.60 10.60 2.01 527.000000
Eastnine 4 496.80 5.80 1.18 491.000000
MedCap 2 424.00 3.00 0.71 421.000000
Samhällsbyggnadsbo. i Norden B 20 427.60 72.60 20.45 355.000000
Samhällsbyggnadsbo. i Norden D 12 259.68 13.68 5.56 246.000000
TOTAL 46585.01 -303.56 -1.33669% 46888.564618

Updated:¶

'2023-01-13 10:12:21.710309'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶